The new LUMI EU supercomputer in Finland will put its waste heat into a district heating system:
https://www.hpcwire.com/off-the-wire/csc-lumi-supercomputer-...
I'm sure smaller scale data centre heat to district heating schemes must already be in place. Fundamentally you are using the same technology to cool the data centre (a heat pump), just pushing that heat into hot-water / steam, rather than dumping into the air.